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June 2018, Volume 52, Issue 1
- 123-123 Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market
by Bangzhu Zhu & Shujiao Ma & Rui Xie & Julien Chevallier & Yi-Ming Wei - 125-144 An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming
by Alexandre Pimenta & Ciniro A. L. Nametala & Frederico G. Guimarães & Eduardo G. Carrano - 145-166 A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models
by Lourdes Uribe & Benjamin Perea & Gerardo Hernández-del-Valle & Oliver Schütze - 167-193 Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors
by Tolga Omay & Mübariz Hasanov & Yongcheol Shin - 195-226 Decision Theory Matters for Financial Advice
by Thorsten Hens & János Mayer - 227-252 An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory
by Chao Gong & Chunhui Xu & Ji Wang - 253-274 On the Allocation of Multiple Divisible Assets to Players with Different Utilities
by Ephraim Zehavi & Amir Leshem - 275-297 Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks
by D. Fernández-Arias & M. López-Martín & T. Montero-Romero & F. Martínez-Estudillo & F. Fernández-Navarro - 299-311 Programming Correlation Criteria with free CAS Software
by George E. Halkos & Kyriaki D. Tsilika
April 2018, Volume 51, Issue 4
- 743-760 Dynamics Evolution of Trading Strategies of Investors in Financial Market
by Binghui Wu & Tingting Duan & Jianmin He - 761-807 Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting
by D. Th. Vezeris & C. J. Schinas & G. Papaschinopoulos - 809-820 DEA-Based Piecewise Linear Discriminant Analysis
by Ai-bing Ji & Ye Ji & Yanhua Qiao - 821-846 Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data
by Ya-Chi Huang & Chueh-Yung Tsao - 847-864 Network Topology and Systemically Important Firms in the Interfirm Credit Network
by Ohsung Kwon & Sung-guan Yun & Seung Hun Han & Yang Hon Chung & Duk Hee Lee - 865-892 The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
by Filip Stanek & Jiri Kukacka - 893-911 Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach
by Ilias Kostarakos & Stelios Kotsios - 913-940 Short-Term Price Overreactions: Identification, Testing, Exploitation
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - 941-959 A New Predictive Measure Using Agent-Based Behavioral Finance
by Todd Feldman & Shuming Liu - 961-972 Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions
by Darae Jeong & Minhyun Yoo & Junseok Kim - 973-990 Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
by Cheng-Der Fuh & Huei-Wen Teng & Ren-Her Wang - 991-1020 Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals
by Vivien Lespagnol & Juliette Rouchier - 1021-1032 A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection
by Davi Michel Valladão & Álvaro Veiga & Alexandre Street - 1033-1068 Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data
by Nasir Aminu - 1069-1095 Information and Efficiency in Thin Buyer–Seller Markets over Random Networks
by Michiel Leur - 1097-1121 Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models
by Nico Vellinga - 1123-1138 Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors
by Yang Aijun & Xiang Ju & Yang Hongqiang & Lin Jinguan
March 2018, Volume 51, Issue 3
- 339-378 Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
by Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi - 379-406 Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach
by Alessandro Andreoli & Luca Vincenzo Ballestra & Graziella Pacelli - 407-425 A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure
by Torsten Heinrich - 427-462 A Dynamic Model of Unemployment with Migration and Delayed Policy Intervention
by Liliana Harding & Mihaela Neamţu - 463-492 Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods
by Alexander Ludwig & Matthias Schön - 493-511 Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets
by Hazem Krichene & Mhamed-Ali El-Aroui - 513-533 Advantages of an Ellipse when Modeling Leisure Utility
by Richard W. Evans & Kerk L. Phillips - 535-539 Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note
by Gang Yu & Wei Gao & Weiguo Wang & Shaoping Wang - 541-569 Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics
by Fidel Gonzalez - 571-594 A New Vision of Classical Multi-regional Input–Output Models
by George E. Halkos & Kyriaki D. Tsilika - 595-605 An Integrated Matching-Immunization Model for Bond Portfolio Optimization
by P. Xidonas & C. Hassapis & G. Bouzianis & C. Staikouras - 607-635 Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks
by Gang-Jin Wang & Chi Xie & H. Eugene Stanley - 637-675 A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
by Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos - 677-696 Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model
by Hwan C. Lin - 697-697 Erratum to: Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model
by Hwan C. Lin - 699-718 On the Stochastic Sensitivity and Noise-Induced Transitions of a Kaldor-Type Business Cycle Model
by Irina Bashkirtseva & Davide Radi & Lev Ryashko & Tatyana Ryazanova - 719-730 Conditional Versus Unconditional Utility as Welfare Criterion: Two Examples
by Jinill Kim & Sunghyun Kim - 731-740 Mean-Extended Gini Portfolios: A 3D Efficient Frontier
by Frank Hespeler & Haim Shalit - 741-741 Erratum to: ABATE: A New Tool to Produce Marginal Abatement Cost Curves
by Oswald Marinoni & Martijn Grieken
February 2018, Volume 51, Issue 2
- 173-193 A Network Analysis of the United Kingdom’s Consumer Price Index
by Georgios Antonios Sarantitis & Theophilos Papadimitriou & Periklis Gogas - 195-210 State and Network Structures of Stock Markets Around the Global Financial Crisis
by Jae Woo Lee & Ashadun Nobi - 211-226 Systemic Risk on Trade Credit Systems: with the Tangible Interconnectedness
by Jisang Lee & Duk Hee Lee & Sung-Guan Yun - 227-262 Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach
by Kaihua Deng - 263-294 Artificial Momentum, Native Contrarian, and Transparency in China
by Hung-Wen Lin & Mao-Wei Hung & Jing-Bo Huang - 295-321 Estimation of Dynamic Mixed Hitting Time Model Using Characteristic Function Based Moments
by Yogo Purwono & Irwan Adi Ekaputra & Zaäfri Ananto Husodo - 323-338 Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors
by Aijun Yang & Ju Xiang & Lianjie Shu & Hongqiang Yang
January 2018, Volume 51, Issue 1
- 1-34 Comparing Solution Methods for DSGE Models with Labor Market Search
by Hong Lan - 35-74 Where has All the Education Gone? Everywhere But into Growth
by Hongchun Zhao & Yanjie Liu - 75-121 Terms of Trade Shocks and Monetary Policy in India
by Chetan Ghate & Sargam Gupta & Debdulal Mallick - 123-158 R&D-based Calibrated Growth Models with Finite-Length Patents: A Novel Relaxation Algorithm for Solving an Autonomous FDE System of Mixed Type
by Hwan C. Lin & L. F. Shampine - 159-172 Investment Index Construction from Information Propagation Based on Transfer Entropy
by Fujio Toriumi & Kazuki Komura
December 2017, Volume 50, Issue 4
- 533-547 An Agent-Based Simulation of the Stolper–Samuelson Effect
by Luzius Meisser & C. Friedrich Kreuser - 549-577 Influence of Inefficiency in Government Expenditure on the Multiplier of Public Investment
by Shigeaki Ogibayashi & Kosei Takashima - 579-594 Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns
by Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou - 595-627 Is the Extension of Trading Hours Always Beneficial? An Artificial Agent-Based Analysis
by Kotaro Miwa & Kazuhiro Ueda - 629-653 Endogenous Fundamental and Stock Cycles
by Weihong Huang & Yu Zhang - 655-667 The Psychological Force Model for Lowest Unique Bid Auction
by Rui Hu & Jinzhong Guo & Qinghua Chen & Tao Zheng - 669-685 Can Sentiment Analysis and Options Volume Anticipate Future Returns?
by Patrick Houlihan & Germán G. Creamer - 687-710 Emergent Heterogeneity in Keyword Valuation in Sponsored Search Markets: A Closer-to-Practice Perspective
by Agam Gupta & Biswatosh Saha & Uttam K. Sarkar
October 2017, Volume 50, Issue 3
- 353-372 Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach
by Qiang Xia & Heung Wong & Jinshan Liu & Rubing Liang - 373-392 A New Method For Dynamic Stock Clustering Based On Spectral Analysis
by Zhaoyuan Li & Maozai Tian - 393-423 Cowboying Stock Market Herds with Robot Traders
by Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva - 425-445 Can Minorities Escape Wage Discrimination by Forming Firms?
by James Fain - 447-471 Performance of Tail Hedged Portfolio with Third Moment Variation Swap
by Kyungsub Lee & Byoung Ki Seo - 473-502 An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems
by Shinya Sugawara & Yasuhiro Omori - 503-515 A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model
by Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes - 517-531 Uncertain Potential Output and Simple Rules in Small Open Economy
by Guido Traficante
August 2017, Volume 50, Issue 2
- 173-187 LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model
by O. Samimi & Z. Mardani & S. Sharafpour & F. Mehrdoust - 189-205 A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model
by Leila Khodayari & Mojtaba Ranjbar - 207-230 Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis
by Wei Zhou - 231-279 Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model
by Tomasz Makarewicz - 281-324 A Practical, Accurate, Information Criterion for Nth Order Markov Processes
by Sylvain Barde - 325-351 Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets
by EnDer Su
June 2017, Volume 50, Issue 1
- 1-20 Detection of Mispricing in the Black–Scholes PDE Using the Derivative-Free Nonlinear Kalman Filter
by G. Rigatos & N. Zervos - 21-68 WorkSim: A Calibrated Agent-Based Model of the Labor Market Accounting for Workers’ Stocks and Gross Flows
by Olivier Goudet & Jean-Daniel Kant & Gérard Ballot - 69-94 AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data
by Ligang Zhou & Kin Keung Lai - 95-110 A Recursive Method for Solving a Climate–Economy Model: Value Function Iterations with Logarithmic Approximations
by In Chang Hwang - 111-140 Wavelets Analysis on Structural Model for Default Prediction
by Lu Han & Ruihuan Ge - 141-159 Online Portfolio Selection Strategy Based on Combining Experts’ Advice
by Yong Zhang & Xingyu Yang - 161-172 Finite Sample Critical Values of the Generalized KPSS Stationarity Test
by Peter Sephton
April 2017, Volume 49, Issue 4
- 563-578 Parallel Optimization of Sparse Portfolios with AR-HMMs
by I. Róbert Sipos & Attila Ceffer & János Levendovszky - 579-597 A Non-iterative Bayesian Sampling Algorithm for Linear Regression Models with Scale Mixtures of Normal Distributions
by Fengkai Yang & Haijing Yuan - 599-622 Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models
by Silvia Cagnone & Francesco Bartolucci - 623-651 The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition
by Tolga Omay & Furkan Emirmahmutoğlu - 653-675 Simple Agents, Intelligent Markets
by Karim Jamal & Michael Maier & Shyam Sunder - 677-686 Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles
by Aykut Ekinci & Halil İbrahim Erdal
March 2017, Volume 49, Issue 3
- 343-361 Algorithmic Representations of Managerial Search Behavior
by William M. Tracy & Dmitri G. Markovitch & Lois S. Peters & B. V. Phani & Deepu Philip - 363-385 A note on the Estimation of a Gamma-Variance Process: Learning from a Failure
by Gian P. Cervellera & Marco P. Tucci - 387-404 Extremal Pure Strategies and Monotonicity in Repeated Games
by Kimmo Berg - 405-432 Searching for Inefficiencies in Exchange Rate Dynamics
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - 433-458 Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem
by Fei Cong & Cornelis W. Oosterlee - 459-479 How Would Bilateral Trade Retaliation Affect China?
by Chunding Li - 481-498 Robust Monte Carlo Method for R&D Real Options Valuation
by Marta Biancardi & Giovanni Villani - 499-516 Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries
by D. V. Boreiko & Y. M. Kaniovski & G. Ch. Pflug
February 2017, Volume 49, Issue 2
- 177-226 Game Theoretic Modeling of Economic Systems and the European Debt Crisis
by Jonathan William Welburn & Kjell Hausken - 227-253 Global Banking on the Financial Network Modelling: Sectorial Analysis
by Fathin Faizah Said - 255-270 Permanent Breaks and Temporary Shocks in a Time Series
by Yoonsuk Lee & B. Wade Brorsen - 271-288 A New Stable Local Radial Basis Function Approach for Option Pricing
by A. Golbabai & E. Mohebianfar - 289-306 Debt Portfolio Management for an Oil Company Under Oil Price Uncertainty
by Vladimir Korotin & Arseniy Ulchenkov & Rustam Islamov - 307-323 Endogenous Demand and Demanding Consumers: A Computational Approach
by Carlos M. Fernández-Márquez & Francisco Fatás-Villafranca & Francisco J. Vázquez - 325-341 An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach
by Dong Zhao & Chunyu Huang & Yan Wei & Fanhua Yu & Mingjing Wang & Huiling Chen
January 2017, Volume 49, Issue 1
- 1-15 A Toolkit for Value Function Iteration
by Robert Kirkby - 17-65 Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit
by Paolo Vitale - 67-81 Superstars Power, Mining the Paths to Stars’ Persuasion
by Ana Suarez-Vazquez & Elena Montañés-Roces - 83-97 Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon - 99-116 Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting
by Heng-Li Yang & Han-Chou Lin - 117-153 Convergence of Discretized Value Function Iteration
by Robert Kirkby Author-Email: robertkirkby@gmail.com| - 155-174 On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
by Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta - 175-176 A Rejoinder to Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’
by Wei Ma
December 2016, Volume 48, Issue 4
- 555-568 Fractional Order Financial Models for Awareness and Trial Advertising Decisions
by Benito Chen-Charpentier & Gilberto González-Parra & Abraham J. Arenas - 569-591 Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm
by Michael C. Hatcher & Eric M. Scheffel - 593-605 Simulation Studies Comparing Dagum and Singh–Maddala Income Distributions
by Kazuhiko Kakamu - 607-625 Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System
by Di Xiao & Jun Wang & Hongli Niu - 627-648 The Portfolio Heuristic Optimisation System (PHOS)
by N. Loukeris & I. Eleftheriadis & E. Livanis - 649-667 Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models
by Yuanyuan Chen & Stuart Fowler - 669-691 Econometric Filters
by D. S. G. Pollock - 693-731 A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies
by Heni Boubaker
October 2016, Volume 48, Issue 3
- 379-398 Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting
by Leandro Maciel & Fernando Gomide & Rosangela Ballini - 399-423 An Intelligent Computing Approach to Evaluating the Contribution Rate of Talent on Economic Growth
by Yong He & Siwei Gao & Nuo Liao - 425-451 Additional Information Increases Uncertainty in the Securities Market: Using both Laboratory and fMRI Experiments
by Hidetoshi Yamaji & Masatoshi Gotoh & Yoshinori Yamakawa - 453-462 Economic Growth Prediction Using Optimized Support Vector Machines
by Elmira Emsia & Cagay Coskuner - 463-472 On the Historical Exchange Rates Euro/US Dollar
by Fernando Vadillo - 473-485 On the Choice of a Genetic Algorithm for Estimating GARCH Models
by Manuel Rizzo & Francesco Battaglia - 487-502 On Modelling and Forecasting Predictable Components in European Stock Markets
by Khurshid M. Kiani - 503-521 Economic Study of Problems of Depletion of Several Interrelated Non-renewable Resources
by R. García-Rubio & L. Bayón & J. A. Otero & P. M. Suárez & C. Tasis - 523-533 Trading Structures for Regional Economies in CAS Software
by George E. Halkos & Kyriaki D. Tsilika - 535-546 A Note on Julia and MPI, with Code Examples
by Michael Creel - 547-553 Version Control Systems to Facilitate Research Collaboration in Economics
by Rodrigues Bruno
August 2016, Volume 48, Issue 2
- 189-209 Exploring Price Fluctuations in a Double Auction Market
by Mingjie Ji & Honggang Li - 211-223 Multi-dimensional Nondiscretionary Factors in Data Envelopment Analysis: A Slack-Based Measure
by Alireza Amirteimoori & Mahnaz Maghbouli & Sohrab Kordrostami - 225-251 A Stochastic Model of Dynamic Consumption and Portfolio Decisions
by Willi Semmler & Maik Mueller - 253-280 Adapting and Optimizing the Systemic Model of Banking Originated Losses (SYMBOL) Tool to the Multi-core Architecture
by Ronal Muresano & Andrea Pagano - 281-305 Age-Specific Labour Market Effects of Employment Protection: A Numerical Approach
by Stefan Boeters - 307-316 Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph?
by Peter G. Fennell & David J. P. O’Sullivan & Antoine Godin & Stephen Kinsella - 317-338 Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value
by Ivan Savin & Dmitri Blueschke - 339-366 Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand
by A. Talha Yalta - 367-377 ABATE: A New Tool to Produce Marginal Abatement Cost Curves
by Oswald Marinoni & Martijn Grieken
June 2016, Volume 48, Issue 1
- 1-27 Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions
by George Tzagkarakis & Juliana Caicedo-Llano & Thomas Dionysopoulos - 29-57 Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data
by Henry L. Bryant & David A. Bessler - 59-81 Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?
by Huseyin Ozturk & Ersin Namli & Halil Ibrahim Erdal - 83-104 Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
by Marcel Aloy & Gilles Truchis - 105-130 The Effect of a Credit Crunch on Equilibrium Market Structure
by Martin Watzinger - 131-145 A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters
by Rahman Farnoosh & Hamidreza Rezazadeh & Amirhossein Sobhani & M. Hossein Beheshti - 147-154 Global Exponential Stability of Cournot Duopolies with Delays
by Wei Chen & Wentao Wang - 155-178 Belief Aggregation with Automated Market Makers
by Rajiv Sethi & Jennifer Wortman Vaughan - 179-181 Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’
by Venkatachalam Ragupathy & K. Vela Velupillai
April 2016, Volume 47, Issue 4
- 501-525 Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns
by Jenna Birch & Athanasios A. Pantelous & Kimmo Soramäki - 527-549 Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets
by Javier Giner & Sandra Morini & Rafael Rosillo - 551-567 Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading
by Jin Zhang & Dietmar Maringer - 569-587 Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions
by Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos - 589-622 Exploiting Financial News and Social Media Opinions for Stock Market Analysis using MCMC Bayesian Inference
by Manolis Maragoudakis & Dimitrios Serpanos - 623-643 Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models
by Ron Tat Lung Chan
March 2016, Volume 47, Issue 3
- 321-340 Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application
by Olaolu Richard Olayeni - 341-365 Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data
by Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks - 367-399 Estimation of Panel Model with Spatial Autoregressive Error and Common Factors
by J. B. Qian - 401-421 Winner Determination Algorithms for Combinatorial Auctions with Sub-cardinality Constraints
by Christopher Garcia - 423-446 Credit Risk Scoring with Bayesian Network Models
by Chee Kian Leong - 447-472 A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting
by Andrea Barth & Santiago Moreno–Bromberg & Oleg Reichmann - 473-488 LU Decomposition in DEA with an Application to Hospitals
by Mehdi Toloo & Rahele Jalili - 489-497 Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software
by George Halkos & Kyriaki Tsilika - 499-499 Erratum to: Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis
by Yanni Yu & Yongrok Choi
February 2016, Volume 47, Issue 2
- 97-119 Convergence of European Business Cycles: A Complex Networks Approach
by Theophilos Papadimitriou & Periklis Gogas & Georgios Sarantitis - 121-155 Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model
by David Hudgins & Joon Na - 157-177 On Modeling Economic Default Time: A Reduced-Form Model Approach
by Jia-Wen Gu & Bo Jiang & Wai-Ki Ching & Harry Zheng - 179-191 Balancing Social Accounting Matrices with Artificial Polymorphus Ants
by Rolando Martínez - 193-217 The Diablo 3 Economy: An Agent Based Approach
by Makram El-Shagi & Gregor Schweinitz - 219-253 Financial Time Series Modeling and Prediction Using Postfix-GP
by Vipul Dabhi & Sanjay Chaudhary - 255-274 The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model
by R. Kalantari & S. Shahmorad & D. Ahmadian - 275-295 Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
by Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - 297-319 Economic Modeling Using Evolutionary Algorithms: The Influence of Mutation on the Premature Convergence Effect
by Michael Maschek
January 2016, Volume 47, Issue 1
- 1-2 Network Approaches to Interbank Markets: Foreword
by Simone Alfarano & Daniel Fricke & Thomas Lux & Matthias Raddant - 3-17 Interbank Exposure Networks
by Sam Langfield & Kimmo Soramäki - 19-47 Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks
by Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo - 49-66 Cascades in Real Interbank Markets
by Fariba Karimi & Matthias Raddant - 67-96 Bank Capital Shock Propagation via Syndicated Interconnectedness
by Makoto Nirei & Vladyslav Sushko & Julián Caballero
December 2015, Volume 46, Issue 4
- 495-518 Constructing a CGE Database Using GEMPACK for an African Country
by E. Roos & P. Adams & J. Heerden - 519-537 Spatial Interaction Model of Credit Risk Contagion in the CRT Market
by Tingqiang Chen & Xindan Li & Jining Wang - 539-550 Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market
by Ghazi Shukur & Kristofer Månsson & Pär Sjölander - 551-574 Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application
by Heni Boubaker - 575-611 Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
by Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi - 613-626 Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
by Massimo Franchi & Paolo Paruolo - 627-651 Word-of-Mouth Communication and Demand for Products with Different Quality Levels
by Bharat Bhole & Bríd Hanna - 653-670 The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?
by Marco Cozzi - 671-681 A Dynamic Interface for Trade Pattern Formation in Multi-regional Multi-sectoral Input-output Modeling
by George Halkos & Kyriaki Tsilika
October 2015, Volume 46, Issue 3
- 359-374 Analysis of Carbon Emissions and Their Influence Factors Based on Data from Anhui of China
by Ma-Lin Song & Yuan-Xiang Zhou - 375-388 Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis
by Yanni Yu & Yongrok Choi - 389-404 On Modeling Environmental Production Characteristics: A Slacks-Based Measure for China’s Poyang Lake Ecological Economics Zone
by Ning Zhang & Fanbin Kong & Chih-Chun Kung - 405-420 The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach
by Linna Chen & Shiyi Chen - 421-435 Strategic Adjustment of China’s Power Generation Capacity Structure Under the Constraint of Carbon Emission
by Yuhong Wang & Xin Yao & Pengfei Yuan - 437-453 A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model
by Zheng-Xin Wang - 455-477 Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach
by Jie Wu & Qingyuan Zhu & Junfei Chu & Liang Liang - 479-494 Measuring Energy Congestion in Chinese Industrial Sectors: A Slacks-Based DEA Approach
by F. Wu & P. Zhou & D. Zhou